+393.5%
KMB vs XPO
+10,095.4%
-9,701.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +10.2% | +4.7% | +5.5% | +10.0% |
| 3M | +1.5% | -7.1% | +8.5% | +1.7% |
| 6M | +16.6% | -6.3% | +22.9% | +16.8% |
| YTD | +12.1% | +39.1% | -27.0% | +10.5% |
| 1Y | +11.1% | +36.7% | -25.6% | +9.6% |
| 3Y | +1.9% | +127.4% | -125.5% | -1.9% |
| 5Y | -1.3% | +315.0% | -316.3% | -7.8% |
| 10Y | +37.8% | +1,263.5% | -1,225.7% | +22.9% |
| All | +393.5% | +10,095.4% | -9,701.9% | +327.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling